#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Generic;
using Cephei.QL.Times;
using Cephei.QL.Indexes;
using Cephei.QL;
namespace Cephei.QL.Termstructures.Volatility.Optionlet
{
     // <summary> 
	// ! Helper class to wrap in a StrippedOptionletBase object a matrix of exogenously calculated optionlet (i.e. caplet/floorlet) volatilities (a.k.a. forward-forward volatilities).
	// </summary>
    [Guid ("1392EEC0-8372-477d-A22E-0878D2DEB27B"),ComVisible(true)]
	public interface IStrippedOptionlet : Cephei.QL.Termstructures.Volatility.Optionlet.IStrippedOptionletBase
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        
		 Cephei.IVector<Double> AtmOptionletRates {get;}
        
		 QL.Times.BusinessDayConventionEnum BusinessDayConvention {get;}
        
		 Cephei.QL.Times.ICalendar Calendar {get;}
        
		 Cephei.QL.Times.IDayCounter DayCounter {get;}
        
		 Cephei.IVector<DateTime> OptionletFixingDates {get;}
        
		 Cephei.IVector<Double> OptionletFixingTimes {get;}
        
		 UInt64 OptionletMaturities {get;}
        
		 Cephei.IVector<Double> OptionletStrikes(UInt64 i);
        
		 Cephei.IVector<Double> OptionletVolatilities(UInt64 i);
        
		 UInt32 SettlementDays {get;}
    }

    // <summary> 
	// ! Helper class to wrap in a StrippedOptionletBase object a matrix of exogenously calculated optionlet (i.e. caplet/floorlet) volatilities (a.k.a. forward-forward volatilities). Factory
	// </summary>
   	[ComVisible(true)]
    public interface IStrippedOptionlet_Factory // : Collection_Factory<IStrippedOptionlet, ICell<IStrippedOptionlet>>
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        
	    IStrippedOptionlet Create (UInt32 settlementDays, Cephei.QL.Times.ICalendar calendar, QL.Times.BusinessDayConventionEnum bdc, Cephei.QL.Indexes.IIborIndex iborIndex, Cephei.IVector<DateTime> optionletDates, Cephei.IVector<Double> strikes, Cephei.IMatrix<Cephei.QL.IQuote> prm1, Cephei.QL.Times.IDayCounter dc);
    }
}

